Vega - Revision history

imported>Doug Williamson: Classify page.

2022-06-27T20:14:56Z

Classify page.

← Older revision		Revision as of 20:14, 27 June 2022
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	The first derivative of option value with respect to the underlying asset's volatility.		The first derivative of option value with respect to the underlying asset's volatility.


	Also known as Epsilon, Kappa or Tau.		Also known as Epsilon, Kappa or Tau.
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	* [[Vega hedging]]		* [[Vega hedging]]
	* [[Volatility]]		* [[Volatility]]

			[[Category:Financial_products_and_markets]]

imported>Doug Williamson: Spacing 14/8/13

2013-08-14T10:28:42Z

Spacing 14/8/13

← Older revision		Revision as of 10:28, 14 August 2013
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	''Options analysis''.		''Options analysis''.
	The rate of change of an option’s value with respect to changes in the volatility of the returns on the underlying asset. The first derivative of option value with respect to the underlying asset's volatility.
			The rate of change of an option’s value with respect to changes in the volatility of the returns on the underlying asset.

			The first derivative of option value with respect to the underlying asset's volatility.

	Also known as Epsilon, Kappa or Tau.		Also known as Epsilon, Kappa or Tau.


	== See also ==		== See also ==
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	* [[Vega hedging]]		* [[Vega hedging]]
	* [[Volatility]]		* [[Volatility]]

imported>Administrator: CSV import

2012-10-23T14:20:59Z

CSV import

New page

''Options analysis''.
The rate of change of an option’s value with respect to changes in the volatility of the returns on the underlying asset. The first derivative of option value with respect to the underlying asset's volatility.

Also known as Epsilon, Kappa or Tau.

== See also ==
* [[Greeks]]
* [[Vega hedging]]
* [[Volatility]]